6PSK.DE vs. 5MVL.DE
6PSK.DE (Invesco FTSE RAFI Emerging Markets UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both Emerging Markets Equities funds - 6PSK.DE tracks the FTSE RAFI Emerging Markets while 5MVL.DE tracks the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, 6PSK.DE returned 11.80%/yr vs 17.27%/yr for 5MVL.DE. Their correlation of 0.89 suggests significant overlap in exposure. 6PSK.DE charges 0.49%/yr vs 0.40%/yr for 5MVL.DE.
Performance
6PSK.DE vs. 5MVL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 6PSK.DE achieves a 24.13% return, which is significantly lower than 5MVL.DE's 45.83% return.
6PSK.DE
- 1D
- -1.81%
- 1M
- 5.90%
- YTD
- 24.13%
- 6M
- 23.56%
- 1Y
- 41.61%
- 3Y*
- 21.76%
- 5Y*
- 11.80%
- 10Y*
- 11.43%
5MVL.DE
- 1D
- -2.48%
- 1M
- 9.31%
- YTD
- 45.83%
- 6M
- 46.38%
- 1Y
- 81.35%
- 3Y*
- 33.99%
- 5Y*
- 17.27%
- 10Y*
- —
6PSK.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
6PSK.DE Invesco FTSE RAFI Emerging Markets UCITS ETF | 24.13% | 16.65% | 20.37% | 8.16% | -8.59% | 17.81% | -10.11% | 20.36% | -2.88% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 45.83% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
Correlation
The correlation between 6PSK.DE and 5MVL.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.89 |
The correlation between 6PSK.DE and 5MVL.DE has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.
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Return for Risk
6PSK.DE vs. 5MVL.DE — Risk / Return Rank
6PSK.DE
5MVL.DE
6PSK.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 6PSK.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.73 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.22 | 8.86 | -4.65 |
| Martin ratioReturn relative to average drawdown | 16.66 | 28.83 | -12.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 6PSK.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | 4.31 | -1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 1.02 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.83 | -0.42 |
Drawdowns
6PSK.DE vs. 5MVL.DE - Drawdown Comparison
The maximum 6PSK.DE drawdown since its inception was -42.46%, which is greater than 5MVL.DE's maximum drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for 6PSK.DE and 5MVL.DE.
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Drawdown Indicators
| 6PSK.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.46% | -32.25% | -10.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -9.30% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | -19.15% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -19.59% | -20.60% | +1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | — | — |
Current DrawdownCurrent decline from peak | -3.14% | -3.88% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -6.27% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.87% | -0.37% |
Volatility
6PSK.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) is 7.44%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 8.71%. This indicates that 6PSK.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 6PSK.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 8.71% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 15.83% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 19.13% | -2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 16.78% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 18.84% | -0.63% |
6PSK.DE vs. 5MVL.DE - Expense Ratio Comparison
6PSK.DE has a 0.49% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Dividends
6PSK.DE vs. 5MVL.DE - Dividend Comparison
6PSK.DE's dividend yield for the trailing twelve months is around 2.53%, while 5MVL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
6PSK.DE Invesco FTSE RAFI Emerging Markets UCITS ETF | 2.53% | 3.08% | 3.41% | 4.28% | 5.89% | 3.33% | 2.70% | 2.64% | 2.97% | 2.46% | 1.89% | 3.16% |
Frequently Asked Questions
6PSK.DE and 5MVL.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVL.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVL.DE is cheaper with a 0.40% expense ratio, compared with 0.49% for 6PSK.DE.
6PSK.DE tracks FTSE RAFI Emerging Markets, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.49% for 6PSK.DE and 0.40% for 5MVL.DE.
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